I went f*cking around in the options and found my solution. It was not related to Brave but to the windows security options. (I’m putting this out there in case any other Windows user looking for an answer bums into the thread).
I went in:
Windows Settings -> Accounts -> Sign-in Options
In the manage how you sign-in to your device I selected:
Password - Sign in with your account’s password
From there I could set up a password for my account on this PC (not sure why it didn’t ask for my microsoft account password but made me choose a new one).
Now if I want to see a password in the settings it does ask for the account password.
I’ll keep an eye out if it will cause unforeseen consequences (like asking for password when opening apps) and will update if necessary.